ResearcherID Thomson Reuters  

Zenios, Stavros A
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ResearcherID: F-3346-2013
Other Names: Zenios, S.A.; Stavros Zenios; Zenios S.; Zenios SA; Zenios, SA
E-mail:
URL: http://www.researcherid.com/rid/F-3346-2013
Subject: Operations Research & Management Science; Social Sciences - Other
Keywords: risk management; portfolio optimization; banking and currency crises; mathematical modeling; optimization and stochastic programming
ORCID: http://orcid.org/0000-0001-7576-4898
My Institutions (more details)
Primary Institution:
Sub-org/Dept: Accounting and Finance
Role:
Joint Affiliation:
Sub-org/Dept: The Wharton Financial Institution Center
Role:
Past Institutions: The Wharton School, University of Pennsylvania
Description:
My URLs: http://scholar.google.com/zenios
https://www.researchgate.net/profile/Stavros_Zenios
http://zenios.wordpress.com/
 
 

This list contains papers that I have authored.

publication(s)  
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1.  Title: Optimizing international portfolios with options and forwards
 Author(s): Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A.
 Source: Journal of Banking & Finance Volume: 35 Issue: 12 Pages: 3188-3201 Published: DEC 2011
 Times Cited: 11
 DOI: 10.1016/j.jbankfin.2011.05.003
added
30-May-13
2.  Title: A dynamic stochastic programming model for international portfolio management
 Author(s): Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A.
 Source: European Journal of Operational Research Volume: 185 Issue: 3 Pages: 1501-1524 Published: MAR 16 2008
 Times Cited: 53
 DOI: 10.1016/j.ejor.2005.07.035
added
30-May-13
3.  Title: Asset and liability modelling for participating policies with guarantees
 Author(s): Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
 Source: European Journal of Operational Research Volume: 186 Issue: 1 Pages: 380-404 Published: APR 1 2007
 Times Cited: 16
 DOI: 10.1016/j.ejor.2007.01.037
added
30-May-13
4.  Title: Feature cluster: Operational research for risk management
 Author(s): Zenios, Stavros A.; Saunders, David
 Source: European Journal of Operational Research Volume: 185 Issue: 3 Pages: 1402-1403 Published: MAR 16 2008
 Times Cited: 0
 DOI: 10.1016/j.ejor.2006.09.001
added
30-May-13
5.  Title: Pricing options on scenario trees
 Author(s): Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A.
 Source: Journal of Banking & Finance Volume: 32 Issue: 2 Pages: 283-298 Published: FEB 2008
 Times Cited: 13
 DOI: 10.1016/j.jbankfin.2007.03.010
added
30-May-13
6.  Title: Credit risk optimization using factor models
 Author(s): Saunders, David; Xiouros, Costas; Zenios, Stavros A.
 Source: Annals of Operations Research Volume: 152 Pages: 49-77 Published: 2007
 Times Cited: 11
 DOI: 10.1007/s10479-006-0136-2
added
30-May-13
7.  Title: Scenario optimization asset and liability modelling for individual investors
 Author(s): Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
 Source: Annals of Operations Research Volume: 152 Pages: 167-191 Published: 2007
 Times Cited: 7
 DOI: 10.1007/s10479-006-0133-5
added
30-May-13
8.  Title: Stability analysis of portfolio management with conditional value-at-risk
 Author(s): Kaut, Michal; Vladimirou, Hercules; Wallace, Stein W.; et al.
 Source: Quantitative Finance Volume: 7 Issue: 4 Pages: 397-409 Published: AUG 2007
 Times Cited: 22
 DOI: 10.1080/14697680701483222
added
30-May-13
9.  Title: Asset and liability management for insurance products with minimum guarantees: The UK case
 Author(s): Consiglio, A; Saunders, D; Zenios, SA
 Source: Journal of Banking & Finance Volume: 30 Issue: 2 Pages: 645-667 Published: FEB 2006
 Times Cited: 20
 DOI: 10.1016/j.jbankfin.2005.04.009
added
30-May-13
10.  Title: Integrating market and credit risk: A simulation and optimisation perspective
 Author(s): Jobst, NJ; Mitra, G; Zenios, SA
 Source: Journal of Banking & Finance Volume: 30 Issue: 2 Pages: 717-742 Published: FEB 2006
 Times Cited: 21
 DOI: 10.1016/j.jbankfin.2005.04.005
added
30-May-13
publication(s)  
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